#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Models;
using Cephei.QL;
using Cephei.QL.Termstructures;
namespace Cephei.QL.Pricingengines.Swaption
{
     // <summary> 
	// ! \ingroup swaptionengines  \warning This engine is not guaranteed to work if the underlying swap has a start date in the past, i.e., before today's date. When using this engine, prune the initial part of the swap so that it starts at \f$ t \geq 0 \f$.  \test calculations are checked against cached results
	// </summary>
    [Guid ("24838DAF-57AF-44ba-968F-B589BAD25847"),ComVisible(true)]
	public interface ITreeSwaptionEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 ITreeSwaptionEngine Calculate {get;}
    }

    // <summary> 
	// ! \ingroup swaptionengines  \warning This engine is not guaranteed to work if the underlying swap has a start date in the past, i.e., before today's date. When using this engine, prune the initial part of the swap so that it starts at \f$ t \geq 0 \f$.  \test calculations are checked against cached results Factory
	// </summary>
   	[ComVisible(true)]
    public interface ITreeSwaptionEngine_Factory // : Collection_Factory<ITreeSwaptionEngine, ICell<ITreeSwaptionEngine>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    ITreeSwaptionEngine Create (Cephei.QL.Models.IShortRateModel model, Cephei.QL.ITimeGrid timeGrid, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.IYieldTermStructure> termStructure);
        
	    ITreeSwaptionEngine Create (Cephei.QL.Models.IShortRateModel model, UInt64 timeSteps, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.IYieldTermStructure> termStructure);
    }
}

